An investor has a long position in a range forward. The strike price under the option he bought is EUR$/$SGD $1\mathrm{.}4160$ and under the option he sold is EUR$/$SGD $1\mathrm{.}4090.$ How can this hedging strategy be unraveled?

A$.$ The investor will be able to buy the reference currency at a maximum price of $1\mathrm{.}4160$ under the put option and at best at $1\mathrm{.}4090$ under the call option.

B$.$ The investor will be able to buy the reference currency at a maximum price of $1\mathrm{.}4160$ under the call option and at best at $1\mathrm{.}4090$ under the put option.

C$.$ The investor will be able to sell the reference currency at best at the call strike rate of $1\mathrm{.}4160$ and at worst at the put strike price of $1\mathrm{.}4090.$

D$.$ The investor will be able to sell the reference currency at best at the put strike rate of $1\mathrm{.}4160$ and at worst at the call strike price of $1\mathrm{.}4090.$